ANOTHER LOOK AT LINEAR-QUADRATIC OPTIMIZATION PROBLEMS OVER TIME

被引：1

作者：

NIEUWENHUIS, JW

机构：

[1] Department of Econometrics, Faculty of Economics, 9700 AV Groningen

来源：

SYSTEMS & CONTROL LETTERS | 1995年 / 25卷 / 02期

关键词：

QUADRATIC OBJECTIVE FUNCTION; LINEAR CONSTRAINTS; SHIFT-INVARIANCE; L(2);

D O I：

10.1016/0167-6911(94)00059-5

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We will study deterministic quadratic optimization problems over time with linear constraints by means of the behavioral approach of linear systems as developed by Willems (1986, 1989). We will start with a simple example from economics and embed this in a general framework. Then we will develop the basic optimization theory in this framework.

引用

页码：89 / 97

页数：9

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